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Maximum-Likelihood Estimation of Fractional Cointegration with an Application to U.S. and Canadian Bond Rates

✍ Scribed by Michael Dueker and Richard Startz

Book ID: 125768783
Publisher: MIT Press
Year: 1998
Tongue: English
Weight: 314 KB
Volume: 80
Category: Article
ISSN: 0034-6535
DOI: 10.2307/2646750

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